Statistics Group


General information

Below are the lectures offered by our working group in the winter semester.

If you would like to write a Bachelor's or Master's thesis in Statistics, please contact Prof. Redenbach.

Important links

  • KIS: dates of the courses
  • URM: Registration till April 29th, 12 am
  • OpenOLAT: course materials and further informations (access code will be given in the first lecture)

Lectures in summer term

Below are the lectures offered by our working group in the summer term 2022.

Regression and Time Series Analysis

Contents

  • Linear regression models
  • Parametric curve fitting
  • Likelihood ratio tests
  • Data adaptive model selection
  • Variance Analysis (ANOVA)
  • Experimental design
  • Stationary stochastic processes
  • Autoregressions and ARMA-processes
  • Parameter estimation and model selection for time series
  • Trend and seasonality
  • Forecasting by exponential smoothing and the Box-Jenkins method
  • Linear filters

Contact time

4 SWS / 60 h Lecture
2 SWS / 30 h  Tutorials

Prerequisites (Contents)

The lectures "Fundamentals of Mathematics" and "Stochastic Methods" from the Bachelor degree program in mathematics.

Frequency of occurence

The lecture is given once per year, in the summer term.

[Link to KIS]

[Link to OLAT]

Tutorials for the lecture:

[Link to KIS]

Financial Statistics

Contents

Statistics of Financial Markets:

  • Models and estimation procedures for financial time series (ARCH, GARCH and generalisations), Value-at-Risk
  • Copulas and its applications for risk managementbased on multivariate data

Extreme Value Theory:

  • Statistical methods to estimate the probability of extreme events or extreme quantiles

Contact time

 2 SWS / 30 h Lecture

Prerequisites (Contents)

The lecture "Regression and Time Series Analysis" .

Frequency of occurence

The lecture is irregularly given.

[Link to KIS]

[Link to OLAT]

Spatial Statistics

Contents

  • Spatial point processes (in R² and R³)
  • Point process models (Poisson process, hard-core and cluster processes, Gibbs processes) and their simulation
  • Statistical methods for point processes
  • Marked point processes and particle processes

Contact time

2 SWS / 30 h Lectures

Prerequisites (Contents)

The lecture "Stochastic Methods" from the Bachelor degree program in mathematics.

Frequnecy of occurence

The lecture is irregularly given.

[Link to KIS]

[Link to OLAT]

Seminar

Our working group offers the following seminars in the summer term 2022:

Seminar Nonparametric Statistics

Contents

If you are interested in participating, please register at the URM-System till April 29th, 12 am.

The preliminary discussion will take place at the beginning of the lecture period.

Kontaktzeit

2 SWS / 30 h Lectures

Angebotsturnus

Seminar dates will be announced (the lecture is irregularly given).

 [Link to KIS]

 [Link to OLAT]

Internships

Subjects for internships are presented at the Fachpraktikumsbörse at the end of each semester.

Reading Course

The Reading Course serves as preparation for the Master's thesis. The assignment of topics takes place individually. Please contact Prof. Redenbach if you would like to take a Reading Course in Statistics.

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